Pre-Market IV Report June 23, 2026

Pre-Market IV Report June 23, 2026

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: KPTI SMCX ANNX WYFI AIG LITX EXK INFQ UMC RGNX NOK IBM BB CCOI IONQ SMCI CAPR COGT URI AMZRZ CMCSA CTSH DOW GM GSAT IMXI PM SAN SAP TEN UAA ADP AFL AME BAX CNH CVS CB MI YUMC NLY VOD XLC DECK GSAT DECK BBBY

Stocks expected to have increasing option volume: MU SNDK WDC DRAM EWY IBM MSFT GOOGL GOOG SPCX FDX CCL KFY CBRS CAR APO

Option IV into Korean market weakness

Micron Technology (MU) June 26 weekly call option implied volatility is at 160, July is at 112; compared to its 52-week range of 38 to 108. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on June 24.

Western Digital (WDC) 30-day option implied volatility is at 99; compared to its 52-week range of 33 to 99. Call put ratio 1 call to 1.2 puts a focus on January 17.50 puts into Korean market weakness and Micron (MU) quarter results.

Sandisk (SNDK) 30-day option implied volatility is at 108; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts a focus on June 26 weekly 1290 puts into Korean market weakness and Micron (MU) quarter results.

Dataram (DRAM) 30-day option implied volatility is at 100; compared to its 52-week range of 58 to 100. Call put ratio 1.4 calls to 1 put into Korean market weakness and Micron (MU) quarter results.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 88; compared to its 52-week range of 23 to 88. Call put ratio 1 call to 2.9 puts a focus on a spreader of 10K contracts January 170 and 190 puts into Korean market lower.

SpaceX (SPCX) 30-day call option implied volatility is at 91; compared to its 52-week range of 87 to 111. Call put ratio 1.1 calls to 1 put as share price moves lower.

Microsoft (MSFT) 30-day call option implied volatility is at 32; compared to its 52-week range of 17 to 41. Call put ratio 2.1 calls to 1 put.

Meta Platforms (META) 30-day call option implied volatility is at 35; compared to its 52-week range of 24 to 49. Call put ratio 1.7 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 45. Call put ratio 2.1 calls to 1 put with a focus on 12K contracts of July 420 calls.

Tesla (TSLA) 30-day call option implied volatility is at 46; compared to its 52-week range of 39 to 66. Call put ratio 1.1 calls to 1 put on 3.3M options.

Amazon (AMZN) 30-day call option implied volatility is at 33; compared to its 52-week range of 23 to 50. Call put ratio 2.2 calls to 1 put.

Netflix (NFLX) 30-day call option implied volatility is at 47; compared to its 52-week range of 25 to 50. Call put ratio 2.3 calls to 1 put.

IBM (IBM) 30-day call option implied volatility is at 53; compared to its 52-week range of 21 to 63. Call put ratio 9.7 calls to 1 put with a focus on August and September 285 calls.

Straddle price into quarter results and outlook

FedEx (FDX) June 26 weekly 327.50 straddle priced for a move of 8%. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.

Carnival Corp. (CCL) June 26 weekly 31 straddle priced for a move of 8%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today before the bell.

Cerebras Systems (CBRS) June 26 weekly 225 straddle priced for a move of 13.5%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Micron Technology (MU) June 26 weekly 1210 straddle priced for a move of 12.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on June 24.

Movers

Apollo Global Management (APO) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 6.8 puts a focus on a spreader of 9K contracts January 95 and 135 puts.

Tradr 2X Long SpaceX Daily ETF (SPCM) 30-day option implied volatility is at 171; compared to its 52-week range of 174 to 216. Call put ratio 6.8 calls to 1 put with a focus on July 28 calls amid wide price movement.

Tradr 2X Short SpaceX Daily ETF (SPCG) 30-day option implied volatility is at 169; compared to its 52-week range of 170 to 215. Call put ratio 4.2 calls to 1 put with a focus on July 14 and September 40 calls amid wide price movement.

Proshares Ultra SpaceX (SPCF) 30-day option implied volatility is at 173; compared to its 52-week range of 174 to 227. Call put ratio 1.7 calls to 1 put with a focus on January 42 calls amid wide price movement.

AIG (AIG) 30-day option implied volatility is at 45; compared to its 52-week range of 18 to 32. Call put ratio 4 calls to 1 put with a focus on June 26 weekly calls.

Visteon (VC) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 45 with a focus on 354 contracts of June 120 calls.

Baldwin Insurance (BWIN) 30-day option implied volatility is at 70; compared to its 52-week range of 40 to 84. Call put ratio 5.9 calls to 1 put with a focus on July 20 and 22.50 calls.

Ouster (OUST) 30-day option implied volatility is at 132; compared to its 52-week range of 76 to 138. Call put ratio 5.9 calls to 1 put with a focus on June 26 weekly calls.

Accenture (ACN) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 59. Call put ratio 1 call to 1.1 puts with a focus on a spreader of 22700 contracts of August 120 puts and 22200 contracts of August 130 calls.

TE Connectivity (TEL) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 50. Call put ratio 1.6 calls to 1 put.
NewAmsterdam Pharma (NAMS) 30-day option implied volatility is at 63; compared to its 52-week range of 57 to 112. Call put ratio 1 call to 4.8 puts with a focus on 2K contracts of January 25 puts.

Perion Network (PERI) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 65. Call put ratio 13.2 calls to 1 put with a focus on 6400 contracts of October 7.5 calls.

CNH Industrial (CNH) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 53. Call put ratio 1 call to 8.3 puts with a focus on 1722 contracts of December 10 puts.

Amer Sports (AS) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 72. Call put ratio 6.4 calls to 1 put with a focus on 4700 contracts of September 45 calls.

Options with decreasing option implied volatility: QCUL QURE VELO ROKU BCRX KMX VOYG NASA UFO
Increasing unusual option volume: UTHR DOMO IHI XIFR ALKS AM CTSH GDS DFTX
Increasing unusual call option volume: GDS AM PGEN DFTX CTSH SWKS AIG BFLY OTLK EH CABA
Increasing unusual put option volume: OSS CTSH PZZA BFLY CDNS WMB KD DFTX CAN HIVE SOC WYFI SIMO
Popular stocks with increasing option volume: SPCX NFLX INTC PLTR META SMCI MU SOFI NOK MSTR AVGO HOOD
Active options: TSLA NVDA AMZN GOOGL AAPL SPCX MSFT NFLX INTC META PLTR META SMCI MU SOFI GOOG NOK MSTR AVGO AMD HOOD
Global S&P Futures lower in premarket, Nikkei down 3.5%, DAX lower, WTI Crude oil recently at $72.60, natural gas mixed, gold at $4135